-50.2%
IHS vs VT
+71.0%
-121.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +3.5% | +1.0% | +2.6% | +2.5% |
| 3M | +2.0% | +2.4% | -0.3% | -0.8% |
| 6M | +5.3% | +12.0% | -6.7% | -7.1% |
| YTD | +13.5% | +15.3% | -1.8% | -2.9% |
| 1Y | +17.6% | +22.6% | -4.9% | -5.6% |
| 3Y | +11.4% | +74.7% | -63.2% | -38.9% |
| All | -50.2% | +71.0% | -121.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling